This is a big reason, but you really should have strong AV / security on your machine regardless.
Another thing, tools like SENuke use IE settings for proxies, so if your running a SENuke job in the background, you could be changing IP's every few minutes which can get annoying when using services that don't work well with that.
Some of these tools can really use a lot of cpu when you are running jobs, for example running AMR with 100 threads.
I have other machines setup that are dedicated to it. I am not a big fan of VPS for this type of thing, but if you don't have the hardware/bandwidth, it is the best option. I have my own data center locally, so I can just drop hardware there in a rack I am already paying for anyway. I also have a 30mbit/30mbit Internet connection here, so I have a few boxes here.
